The limit law of the iterated logarithm
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Publication:495700
DOI10.1007/s10959-013-0481-4zbMath1323.60050OpenAlexW1993475715MaRDI QIDQ495700
Publication date: 15 September 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-013-0481-4
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60)
Related Items (4)
Detection of a change-point in variance by a weighted sum of powers of variances test ⋮ The limit law of the iterated logarithm for linear processes ⋮ Acknowledgment of priority ⋮ Strong law for linear processes
Cites Work
- A new proof of the Hartman-Wintner law of the iterated logarithm
- The other law of the iterated logarithm
- Limiting behavior of maxima in stationary Gaussian sequences
- Variants on the Law of the Iterated Logarithm
- An invariance principle for the law of the iterated logarithm
- Markov Processes, Gaussian Processes, and Local Times
- An iterated logarithm law for the maximum in a stationary gaussian sequence
- On the Law of the Iterated Logarithm
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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